Active: Shen is shielded for up to 3 seconds or until it is destroyed. While Feint is active, Ki Strikes cooldown reduction on hit is doubled to 2 seconds.
Cost: 50 energy
Cooldown: 9/8/7/6/5 seconds
Shield Strength: 60/100/140/180/220 (+0.6 per ability power)

Damage Items

Rylai's Crystal Scepter

+400 Health
+100 Ability Power
UNIQUE Passive: Damaging spells and abilities apply a Movement Speed reduction to enemies based on the spell type:
Single Target: 40% reduction for 1.5 seconds.
Area of Effect: 40% reduction for 1 seconds.
Damage over Time or Multi-hit: 20% reduction for 1 seconds.
Summoned Minions: 20% reduction for 1 seconds.
(If a spell fits in more than one category, it uses the weakest slow value.)

Start with Rejuvenation Bead to have a good Liferegeneration and Health Potions as well which means a high early sustain.
Try to stay on your lane until you have 1,5k Gold or more and buy Giant's Belt Boots of Speed. Bring up 1 or 2 Wards to prevent enemy Team from ganking and some Health Potions.
If you have an AD Champ against you on your lane rush Sunfire Cape. After Sunfire buy Warmogs to get more health which increases your Damage because of your passive and grants you great Health Regen. And don't forget about your Q skill the more Health you got the more Health you gain when you hit a Q marked enemy.
Ask your Support or your Jungler if he will buy Runic Bulwark else buy it to assist your Team in Teamfights.
To decide which Boots you should buy have a look at the enemy team. If enemy Team has much Crowd Control buy Mercury's for sure against AP Champs as well. If they dont have really much CC and more AD than AP buy Ninja Tabi.
Feel free to buy some Damage Items such as Trinity Force or AP Items such as Rylai's if your Team has enough Tankiness.

Skillorder

Max out Q first to deal more Damage and farm better. Q last hits grants you Health (based on Q's Level) instantly. If you are full Life start poking your opponent with Q skill. If you see he is running on low HP give him a E - Q - Autohit Combo. Chase him to pick up a kill maybe.
For more sustain max W after Q.
At least max E.
Up R at 6, 11 and 18 because it's your Ultimate. This skill is so awesome if it isn't on Cooldown start the Split Push. Go to Top or Bot lane at try to push the Tower while your Team is poking or fighting in the middle normally against the whole enemy Team keep your eyes in the middle to use your ultimate on an ally Champ which would die or is engaging.

Summoner spells

Spells

Teleport

Flash

Offensive Spells

To improve Ganks take Teleport and try to gank for example Bot Lane before lvl 6. But pay attention on your lane because if you gank another lane your opponent has the chance to push your tower.
Take Ignite to pick up kills easier or if you have an opponent which works with Lifesteal or Spell Vamp like Vladimir or Lee Sin. Don't forget about Volibears passive against him you can pick Ignite as well.

Runes

Glymph

x9

Greater Glyph of Warding

+1.34 magic resist

Mark

x9

Greater Mark of Insight

+0.95 magic penetration

Seal

x9

Greater Seal of Resilience

+1.41 armor

Quintessence

Glyphs should be Magic Resist for sure.
Same goes to Armor Seals.
Take Magic Penetration Marks to deal more damage to your opponent and farm better.
Take Ability Power Quintessences for improving all of your skills.